Jilin Wu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Sign-based tests for structural changes in multivariate volatility Journal of Econometrics	2026-04-14	Paper
Robust tests for changing volatility Statistica Sinica	2026-03-20	Paper
Quantile analysis for financial bubble detection and surveillance Journal of Time Series Analysis	2025-08-25	Paper
Testing for Trend Specifications in Panel Data Models Journal of Business and Economic Statistics	2024-03-05	Paper
A non‐parametric test for multi‐variate trend functions Journal of Time Series Analysis	2023-08-22	Paper
Testing for changing volatility Econometrics Journal	2022-06-24	Paper
Testing for structural changes in linear regressions with time-varying variance Communications in Statistics: Theory and Methods	2022-05-20	Paper
Adaptive estimation of AR(\(\infty\)) models with time-varying variances Economics Letters	2021-02-09	Paper
A test for changing trends with monotonic power Economics Letters	2018-09-03	Paper
Detecting structural changes under nonstationary volatility Economics Letters	2018-08-29	Paper
A powerful test for changing trends in time series models Journal of Time Series Analysis	2018-07-11	Paper
Restoring monotonic power in Wald/LM-type tests Economics Letters	2015-09-29	Paper

Research outcomes over time

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